Aptet Fitness
{
"config": {
"topNs": [
2,
3,
4,
5
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALKS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"maxHoldings": 5,
"minHoldings": 2,
"fallbackTicker": "VOO",
"riskOffEnabled": true,
"adaptationSpeed": "balanced",
"benchmarkTicker": "VOO"
},
"ticker": "ALKS",
"fitScope": "universe_conditioned",
"algorithm": "aptet",
"bestCombo": {
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.5109489051094891,
"5": 0.6277372262773723,
"10": 0.5220588235294118
},
"hitRate1D": 0.5109489051094891,
"comboQuality": 0.9948472127765124,
"eligibleDays": 352,
"fitnessScore": 1.507871306602993,
"lookbackDays": 14,
"returnLift1D": 0.004069718873727621,
"hitRateLift1D": 0.013806047966631929,
"activationRate": 0.39204545454545453,
"activationCount": 138,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5375722543352601,
"10": 0.5263157894736842
},
"sampleConfidence": 0.9980676328502416,
"shadowSharpeLike": 1.908274948762602,
"avgForwardReturns": {
"1": 0.005991408240929283,
"5": 0.019564759655890884,
"10": 0.02734039851540612
},
"shadowMaxDrawdown": -0.14151198650944397,
"shadowTotalReturn": 1.1012119790549266,
"avgForwardReturn1D": 0.005991408240929283,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.001921689367201662,
"5": 0.008724789930192746,
"10": 0.016969861988038338
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9948472127765124,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.6136295855376785,
"bestRawFitnessScore": 1.507871306602993,
"upperQuartileComboQuality": 0.8716153869022384
},
"algorithmFit": {
"label": "good",
"score": 0.7560329781764306,
"rawScore": 0.7819811370744323,
"confidence": 0.9336348214355151,
"bestProfile": {
"topN": 3,
"lookbackDays": 14
},
"profileBreadth": 0.40128374320034393,
"recommendedRegion": {
"topNs": [
2,
3,
4,
5
],
"lookbackDays": [
14,
21
]
},
"parameterStability": 0.8469918710866221,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.5109489051094891,
"5": 0.6277372262773723,
"10": 0.5220588235294118
},
"hitRate1D": 0.5109489051094891,
"comboQuality": 0.9948472127765124,
"eligibleDays": 352,
"fitnessScore": 1.507871306602993,
"lookbackDays": 14,
"returnLift1D": 0.004069718873727621,
"hitRateLift1D": 0.013806047966631929,
"activationRate": 0.39204545454545453,
"activationCount": 138,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5375722543352601,
"10": 0.5263157894736842
},
"sampleConfidence": 0.9980676328502416,
"shadowSharpeLike": 1.908274948762602,
"avgForwardReturns": {
"1": 0.005991408240929283,
"5": 0.019564759655890884,
"10": 0.02734039851540612
},
"shadowMaxDrawdown": -0.14151198650944397,
"shadowTotalReturn": 1.1012119790549266,
"avgForwardReturn1D": 0.005991408240929283,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-17",
"2025-03-19",
"2025-03-20",
"2025-05-01",
"2025-05-02"
],
"horizonObservationCounts": {
"1": 137,
"5": 137,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.001921689367201662,
"5": 0.008724789930192746,
"10": 0.016969861988038338
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.4968553459119497,
"5": 0.6075949367088608,
"10": 0.4935897435897436
},
"hitRate1D": 0.4968553459119497,
"comboQuality": 0.9931725717131537,
"eligibleDays": 352,
"fitnessScore": 1.4455904006168638,
"lookbackDays": 14,
"returnLift1D": 0.0031559414105470363,
"hitRateLift1D": -0.0002875112309074779,
"activationRate": 0.45454545454545453,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5375722543352601,
"10": 0.5263157894736842
},
"sampleConfidence": 0.9970833333333334,
"shadowSharpeLike": 1.8046511656130324,
"avgForwardReturns": {
"1": 0.005077630777748698,
"5": 0.0169535474345998,
"10": 0.024404580686220607
},
"shadowMaxDrawdown": -0.14850110767745495,
"shadowTotalReturn": 1.0541217075331875,
"avgForwardReturn1D": 0.005077630777748698,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-18",
"2025-03-19"
],
"horizonObservationCounts": {
"1": 159,
"5": 158,
"10": 156
},
"baselineAvgForwardReturns": {
"1": 0.001921689367201662,
"5": 0.008724789930192746,
"10": 0.016969861988038338
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.5,
"5": 0.6344827586206897,
"10": 0.5208333333333334
},
"hitRate1D": 0.5,
"comboQuality": 0.9898096831925014,
"eligibleDays": 352,
"fitnessScore": 1.3567364447048385,
"lookbackDays": 14,
"returnLift1D": 0.0033179257696342454,
"hitRateLift1D": 0.002857142857142836,
"activationRate": 0.41761363636363635,
"activationCount": 147,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5375722543352601,
"10": 0.5263157894736842
},
"sampleConfidence": 0.9972789115646259,
"shadowSharpeLike": 1.7509306613069555,
"avgForwardReturns": {
"1": 0.005239615136835908,
"5": 0.020491746686428912,
"10": 0.02825052958732503
},
"shadowMaxDrawdown": -0.14151198650944397,
"shadowTotalReturn": 0.9804354816651395,
"avgForwardReturn1D": 0.005239615136835908,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-11",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-11",
"2025-03-12",
"2025-03-17",
"2025-03-19",
"2025-03-20"
],
"horizonObservationCounts": {
"1": 146,
"5": 145,
"10": 144
},
"baselineAvgForwardReturns": {
"1": 0.001921689367201662,
"5": 0.008724789930192746,
"10": 0.016969861988038338
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.4782608695652174,
"5": 0.603448275862069,
"10": 0.5087719298245614
},
"hitRate1D": 0.4782608695652174,
"comboQuality": 0.8819000310069651,
"eligibleDays": 352,
"fitnessScore": 0.7923203939876745,
"lookbackDays": 14,
"returnLift1D": 0.002546870472727619,
"hitRateLift1D": -0.01888198757763976,
"activationRate": 0.32954545454545453,
"activationCount": 116,
"baselineHitRates": {
"1": 0.49714285714285716,
"5": 0.5375722543352601,
"10": 0.5263157894736842
},
"sampleConfidence": 0.9982758620689656,
"shadowSharpeLike": 1.2468264322356712,
"avgForwardReturns": {
"1": 0.004468559839929281,
"5": 0.01512615114367785,
"10": 0.022700174968708027
},
"shadowMaxDrawdown": -0.14464376070662843,
"shadowTotalReturn": 0.5529622206603861,
"avgForwardReturn1D": 0.004468559839929281,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-10",
"2025-02-13",
"2025-02-14",
"2025-02-17",
"2025-03-19",
"2025-03-20",
"2025-05-01",
"2025-05-02",
"2025-05-05",
"2025-05-06"
],
"horizonObservationCounts": {
"1": 115,
"5": 116,
"10": 114
},
"baselineAvgForwardReturns": {
"1": 0.001921689367201662,
"5": 0.008724789930192746,
"10": 0.016969861988038338
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.514018691588785,
"5": 0.5728155339805825,
"10": 0.4387755102040816
},
"hitRate1D": 0.514018691588785,
"comboQuality": 0.8756237643610532,
"eligibleDays": 339,
"fitnessScore": 0.7793575826593977,
"lookbackDays": 21,
"returnLift1D": 0.002621112799913809,
"hitRateLift1D": 0.019935851352098577,
"activationRate": 0.31563421828908556,
"activationCount": 107,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5329341317365269,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9919003115264798,
"shadowSharpeLike": 1.2613096215217436,
"avgForwardReturns": {
"1": 0.004214211805818793,
"5": 0.010708236408960492,
"10": 0.014870076548827311
},
"shadowMaxDrawdown": -0.09998953073998906,
"shadowTotalReturn": 0.4887333221814114,
"avgForwardReturn1D": 0.004214211805818793,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26",
"2025-08-27",
"2025-08-28"
],
"horizonObservationCounts": {
"1": 107,
"5": 103,
"10": 98
},
"baselineAvgForwardReturns": {
"1": 0.0015930990059049837,
"5": 0.008034859986868852,
"10": 0.016984715100841985
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.48872180451127817,
"5": 0.5813953488372093,
"10": 0.5
},
"hitRate1D": 0.48872180451127817,
"comboQuality": 0.8702792610826334,
"eligibleDays": 339,
"fitnessScore": 0.7687546378886452,
"lookbackDays": 21,
"returnLift1D": 0.0020395037812262345,
"hitRateLift1D": -0.0053610357254082475,
"activationRate": 0.3952802359882006,
"activationCount": 134,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5329341317365269,
"10": 0.5288753799392097
},
"sampleConfidence": 0.992039800995025,
"shadowSharpeLike": 1.2067300135060508,
"avgForwardReturns": {
"1": 0.0036326027871312182,
"5": 0.013077808491252887,
"10": 0.023672229976233163
},
"shadowMaxDrawdown": -0.1775872637512138,
"shadowTotalReturn": 0.5155745017160591,
"avgForwardReturn1D": 0.0036326027871312182,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-21",
"2025-05-22",
"2025-08-19",
"2025-08-20",
"2025-08-21",
"2025-08-22",
"2025-08-25",
"2025-08-26"
],
"horizonObservationCounts": {
"1": 133,
"5": 129,
"10": 124
},
"baselineAvgForwardReturns": {
"1": 0.0015930990059049837,
"5": 0.008034859986868852,
"10": 0.016984715100841985
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.4892086330935252,
"5": 0.5777777777777777,
"10": 0.49230769230769234
},
"hitRate1D": 0.4892086330935252,
"comboQuality": 0.8428519912179843,
"eligibleDays": 339,
"fitnessScore": 0.7195127207977673,
"lookbackDays": 21,
"returnLift1D": 0.0017109390294817559,
"hitRateLift1D": -0.004874207143161224,
"activationRate": 0.41297935103244837,
"activationCount": 140,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5329341317365269,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9923809523809525,
"shadowSharpeLike": 1.1378401988331408,
"avgForwardReturns": {
"1": 0.0033040380353867396,
"5": 0.01236925547815049,
"10": 0.023390032962597486
},
"shadowMaxDrawdown": -0.2051489352072583,
"shadowTotalReturn": 0.47872523789887733,
"avgForwardReturn1D": 0.0033040380353867396,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-16",
"2025-05-19",
"2025-05-21",
"2025-05-22",
"2025-08-19",
"2025-08-20",
"2025-08-21"
],
"horizonObservationCounts": {
"1": 139,
"5": 135,
"10": 130
},
"baselineAvgForwardReturns": {
"1": 0.0015930990059049837,
"5": 0.008034859986868852,
"10": 0.016984715100841985
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.48322147651006714,
"5": 0.5655172413793104,
"10": 0.4785714285714286
},
"hitRate1D": 0.48322147651006714,
"comboQuality": 0.8072017750915156,
"eligibleDays": 339,
"fitnessScore": 0.6650244884340094,
"lookbackDays": 21,
"returnLift1D": 0.0013078588807052109,
"hitRateLift1D": -0.010861363726619278,
"activationRate": 0.4424778761061947,
"activationCount": 150,
"baselineHitRates": {
"1": 0.4940828402366864,
"5": 0.5329341317365269,
"10": 0.5288753799392097
},
"sampleConfidence": 0.9928888888888889,
"shadowSharpeLike": 1.0411180054179459,
"avgForwardReturns": {
"1": 0.0029009578866101946,
"5": 0.00999195617264971,
"10": 0.020784923573325582
},
"shadowMaxDrawdown": -0.21975338176919956,
"shadowTotalReturn": 0.43684324977648137,
"avgForwardReturn1D": 0.0029009578866101946,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-31",
"2025-05-09",
"2025-05-12",
"2025-05-13",
"2025-05-14",
"2025-05-15",
"2025-05-16",
"2025-05-19",
"2025-05-20",
"2025-05-21"
],
"horizonObservationCounts": {
"1": 149,
"5": 145,
"10": 140
},
"baselineAvgForwardReturns": {
"1": 0.0015930990059049837,
"5": 0.008034859986868852,
"10": 0.016984715100841985
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.47019867549668876,
"5": 0.564625850340136,
"10": 0.4859154929577465
},
"hitRate1D": 0.47019867549668876,
"comboQuality": 0.6396071312968863,
"eligibleDays": 330,
"fitnessScore": 0.4762050662733071,
"lookbackDays": 30,
"returnLift1D": 0.00031390723174226447,
"hitRateLift1D": -0.03132108134221706,
"activationRate": 0.46060606060606063,
"activationCount": 152,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5476923076923077,
"10": 0.54375
},
"sampleConfidence": 0.992982456140351,
"shadowSharpeLike": 0.8310636614097383,
"avgForwardReturns": {
"1": 0.002070172951768796,
"5": 0.00949769534635341,
"10": 0.01791135208223076
},
"shadowMaxDrawdown": -0.21561831968730782,
"shadowTotalReturn": 0.28816525489165534,
"avgForwardReturn1D": 0.002070172951768796,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-05-23",
"2025-06-02",
"2025-06-03",
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-09-02",
"2025-09-03"
],
"horizonObservationCounts": {
"1": 151,
"5": 147,
"10": 142
},
"baselineAvgForwardReturns": {
"1": 0.0017562657200265316,
"5": 0.009356042997268466,
"10": 0.02108646963217367
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.46808510638297873,
"5": 0.5693430656934306,
"10": 0.49242424242424243
},
"hitRate1D": 0.46808510638297873,
"comboQuality": 0.6177165829103316,
"eligibleDays": 330,
"fitnessScore": 0.45557084680887294,
"lookbackDays": 30,
"returnLift1D": 0.00040444926779523486,
"hitRateLift1D": -0.033434650455927084,
"activationRate": 0.4303030303030303,
"activationCount": 142,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5476923076923077,
"10": 0.54375
},
"sampleConfidence": 0.9924882629107982,
"shadowSharpeLike": 0.8391366945061011,
"avgForwardReturns": {
"1": 0.0021607149878217664,
"5": 0.010323460491158442,
"10": 0.019510389565641568
},
"shadowMaxDrawdown": -0.2086539521437688,
"shadowTotalReturn": 0.28175710698873635,
"avgForwardReturn1D": 0.0021607149878217664,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-04",
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-06-10",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08"
],
"horizonObservationCounts": {
"1": 141,
"5": 137,
"10": 132
},
"baselineAvgForwardReturns": {
"1": 0.0017562657200265316,
"5": 0.009356042997268466,
"10": 0.02108646963217367
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.4580152671755725,
"5": 0.5748031496062992,
"10": 0.5163934426229508
},
"hitRate1D": 0.4580152671755725,
"comboQuality": 0.6095425881650256,
"eligibleDays": 315,
"fitnessScore": 0.44798578189127414,
"lookbackDays": 45,
"returnLift1D": 0.00001785758926530585,
"hitRateLift1D": -0.04835415957601985,
"activationRate": 0.41904761904761906,
"activationCount": 132,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5612903225806452,
"10": 0.5475409836065573
},
"sampleConfidence": 0.991919191919192,
"shadowSharpeLike": 0.9512198182074942,
"avgForwardReturns": {
"1": 0.0024629176612264887,
"5": 0.010636834320167939,
"10": 0.01968955116498349
},
"shadowMaxDrawdown": -0.2630402223046492,
"shadowTotalReturn": 0.30987810585766873,
"avgForwardReturn1D": 0.0024629176612264887,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-03",
"2025-09-08",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08"
],
"horizonObservationCounts": {
"1": 131,
"5": 127,
"10": 122
},
"baselineAvgForwardReturns": {
"1": 0.002445060071961183,
"5": 0.012057520778248234,
"10": 0.022978550909327246
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.47706422018348627,
"5": 0.5523809523809524,
"10": 0.5
},
"hitRate1D": 0.47706422018348627,
"comboQuality": 0.6042214043810679,
"eligibleDays": 297,
"fitnessScore": 0.44307886310477257,
"lookbackDays": 63,
"returnLift1D": 0.0007565552985753241,
"hitRateLift1D": -0.022935779816513735,
"activationRate": 0.37037037037037035,
"activationCount": 110,
"baselineHitRates": {
"1": 0.5,
"5": 0.5513698630136986,
"10": 0.5435540069686411
},
"sampleConfidence": 0.9903030303030304,
"shadowSharpeLike": 0.8736660416361769,
"avgForwardReturns": {
"1": 0.002834917383518756,
"5": 0.01383564060996874,
"10": 0.026483742364014042
},
"shadowMaxDrawdown": -0.22937477694009734,
"shadowTotalReturn": 0.28635465261492166,
"avgForwardReturn1D": 0.002834917383518756,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-13",
"2025-10-14",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-10-21",
"2025-10-22",
"2025-10-23",
"2025-10-24"
],
"horizonObservationCounts": {
"1": 109,
"5": 105,
"10": 100
},
"baselineAvgForwardReturns": {
"1": 0.002078362084943432,
"5": 0.010651232942711156,
"10": 0.022355991019816442
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.56,
"10": 0.5052631578947369
},
"hitRate1D": 0.46153846153846156,
"comboQuality": 0.5143465742467637,
"eligibleDays": 297,
"fitnessScore": 0.36262845175286496,
"lookbackDays": 63,
"returnLift1D": 0.0005667223045181342,
"hitRateLift1D": -0.038461538461538436,
"activationRate": 0.35353535353535354,
"activationCount": 105,
"baselineHitRates": {
"1": 0.5,
"5": 0.5513698630136986,
"10": 0.5435540069686411
},
"sampleConfidence": 0.98984126984127,
"shadowSharpeLike": 0.8040806947854766,
"avgForwardReturns": {
"1": 0.002645084389461566,
"5": 0.014096644133975926,
"10": 0.02882001280537635
},
"shadowMaxDrawdown": -0.23368640317184597,
"shadowTotalReturn": 0.24638182549095045,
"avgForwardReturn1D": 0.002645084389461566,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-13",
"2025-10-14",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-10-21",
"2025-10-22",
"2025-10-23",
"2025-10-24"
],
"horizonObservationCounts": {
"1": 104,
"5": 100,
"10": 95
},
"baselineAvgForwardReturns": {
"1": 0.002078362084943432,
"5": 0.010651232942711156,
"10": 0.022355991019816442
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.4444444444444444,
"5": 0.5983606557377049,
"10": 0.5213675213675214
},
"hitRate1D": 0.4444444444444444,
"comboQuality": 0.46009643289624996,
"eligibleDays": 315,
"fitnessScore": 0.3148100232153552,
"lookbackDays": 45,
"returnLift1D": -0.00036113513489538854,
"hitRateLift1D": -0.061924982307147936,
"activationRate": 0.4031746031746032,
"activationCount": 127,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5612903225806452,
"10": 0.5475409836065573
},
"sampleConfidence": 0.9916010498687665,
"shadowSharpeLike": 0.7813874746470694,
"avgForwardReturns": {
"1": 0.0020839249370657943,
"5": 0.012347170482735866,
"10": 0.02277353710163892
},
"shadowMaxDrawdown": -0.29200755852476545,
"shadowTotalReturn": 0.23444529029791705,
"avgForwardReturn1D": 0.0020839249370657943,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-08",
"2025-09-29",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09"
],
"horizonObservationCounts": {
"1": 126,
"5": 122,
"10": 117
},
"baselineAvgForwardReturns": {
"1": 0.002445060071961183,
"5": 0.012057520778248234,
"10": 0.022978550909327246
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.45454545454545453,
"5": 0.5859375,
"10": 0.4878048780487805
},
"hitRate1D": 0.45454545454545453,
"comboQuality": 0.43580470171686475,
"eligibleDays": 330,
"fitnessScore": 0.2931946241298291,
"lookbackDays": 30,
"returnLift1D": 0.000008669722333909044,
"hitRateLift1D": -0.04697430229345129,
"activationRate": 0.403030303030303,
"activationCount": 133,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5476923076923077,
"10": 0.54375
},
"sampleConfidence": 0.9919799498746867,
"shadowSharpeLike": 0.6441499121439755,
"avgForwardReturns": {
"1": 0.0017649354423604406,
"5": 0.011317689977939839,
"10": 0.019487593918707483
},
"shadowMaxDrawdown": -0.2584043853046393,
"shadowTotalReturn": 0.19394452102276105,
"avgForwardReturn1D": 0.0017649354423604406,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-06-05",
"2025-06-06",
"2025-06-09",
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-09-10"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0017562657200265316,
"5": 0.009356042997268466,
"10": 0.02108646963217367
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.5,
"5": 0.5892857142857143,
"10": 0.5098039215686274
},
"hitRate1D": 0.5,
"comboQuality": 0.3984117629773204,
"eligibleDays": 297,
"fitnessScore": 0.2593408228633242,
"lookbackDays": 63,
"returnLift1D": 0.000606053331936265,
"hitRateLift1D": 0,
"activationRate": 0.2053872053872054,
"activationCount": 61,
"baselineHitRates": {
"1": 0.5,
"5": 0.5513698630136986,
"10": 0.5435540069686411
},
"sampleConfidence": 0.9825136612021859,
"shadowSharpeLike": 0.7159111839848279,
"avgForwardReturns": {
"1": 0.002684415416879697,
"5": 0.012501364927466051,
"10": 0.027346712354994248
},
"shadowMaxDrawdown": -0.1539435652519695,
"shadowTotalReturn": 0.14440331396538042,
"avgForwardReturn1D": 0.002684415416879697,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-17",
"2025-10-20",
"2025-10-21",
"2025-10-22",
"2025-10-23",
"2025-10-24",
"2025-10-29",
"2025-10-31",
"2025-11-05",
"2025-11-06"
],
"horizonObservationCounts": {
"1": 60,
"5": 56,
"10": 51
},
"baselineAvgForwardReturns": {
"1": 0.002078362084943432,
"5": 0.010651232942711156,
"10": 0.022355991019816442
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.45614035087719296,
"5": 0.6,
"10": 0.5238095238095238
},
"hitRate1D": 0.45614035087719296,
"comboQuality": 0.3972695582089506,
"eligibleDays": 315,
"fitnessScore": 0.2582918933933536,
"lookbackDays": 45,
"returnLift1D": -0.0004542358563307822,
"hitRateLift1D": -0.0502290758743994,
"activationRate": 0.36507936507936506,
"activationCount": 115,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5612903225806452,
"10": 0.5475409836065573
},
"sampleConfidence": 0.9907246376811595,
"shadowSharpeLike": 0.687960699561234,
"avgForwardReturns": {
"1": 0.0019908242156304007,
"5": 0.011985988065619086,
"10": 0.027118575111005676
},
"shadowMaxDrawdown": -0.29634534906873133,
"shadowTotalReturn": 0.1921293529780872,
"avgForwardReturn1D": 0.0019908242156304007,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-08",
"2025-09-30",
"2025-10-01",
"2025-10-02",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09",
"2025-10-10"
],
"horizonObservationCounts": {
"1": 114,
"5": 110,
"10": 105
},
"baselineAvgForwardReturns": {
"1": 0.002445060071961183,
"5": 0.012057520778248234,
"10": 0.022978550909327246
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.47126436781609193,
"5": 0.5783132530120482,
"10": 0.5256410256410257
},
"hitRate1D": 0.47126436781609193,
"comboQuality": 0.3571162775502332,
"eligibleDays": 297,
"fitnessScore": 0.22066146414396903,
"lookbackDays": 63,
"returnLift1D": -0.0000760447873054868,
"hitRateLift1D": -0.028735632183908066,
"activationRate": 0.2962962962962963,
"activationCount": 88,
"baselineHitRates": {
"1": 0.5,
"5": 0.5513698630136986,
"10": 0.5435540069686411
},
"sampleConfidence": 0.9878787878787879,
"shadowSharpeLike": 0.6352787204874892,
"avgForwardReturns": {
"1": 0.002002317297637945,
"5": 0.015606694185203216,
"10": 0.035069370047920004
},
"shadowMaxDrawdown": -0.23649382177716494,
"shadowTotalReturn": 0.14676629146503917,
"avgForwardReturn1D": 0.002002317297637945,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-10-13",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20",
"2025-10-21",
"2025-10-22",
"2025-10-23",
"2025-10-24",
"2025-10-27"
],
"horizonObservationCounts": {
"1": 87,
"5": 83,
"10": 78
},
"baselineAvgForwardReturns": {
"1": 0.002078362084943432,
"5": 0.010651232942711156,
"10": 0.022355991019816442
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.47,
"5": 0.5729166666666666,
"10": 0.42857142857142855
},
"hitRate1D": 0.47,
"comboQuality": 0.2906523886492582,
"eligibleDays": 330,
"fitnessScore": 0.15371211084881198,
"lookbackDays": 30,
"returnLift1D": -0.0004742764624378023,
"hitRateLift1D": -0.031519756838905844,
"activationRate": 0.30606060606060603,
"activationCount": 101,
"baselineHitRates": {
"1": 0.5015197568389058,
"5": 0.5476923076923077,
"10": 0.54375
},
"sampleConfidence": 0.9894389438943895,
"shadowSharpeLike": 0.3960084642766854,
"avgForwardReturns": {
"1": 0.0012819892575887293,
"5": 0.005309111954887903,
"10": 0.007954141581092151
},
"shadowMaxDrawdown": -0.20652568988643927,
"shadowTotalReturn": 0.0886594427160996,
"avgForwardReturn1D": 0.0012819892575887293,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-02",
"2025-09-03",
"2025-09-04",
"2025-09-05",
"2025-09-08",
"2025-09-09",
"2025-10-13",
"2025-10-21",
"2025-10-22",
"2025-10-23"
],
"horizonObservationCounts": {
"1": 100,
"5": 96,
"10": 91
},
"baselineAvgForwardReturns": {
"1": 0.0017562657200265316,
"5": 0.009356042997268466,
"10": 0.02108646963217367
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.39705882352941174,
"5": 0.546875,
"10": 0.423728813559322
},
"hitRate1D": 0.39705882352941174,
"comboQuality": 0.10676709621422575,
"eligibleDays": 315,
"fitnessScore": -0.11732346456537378,
"lookbackDays": 45,
"returnLift1D": -0.001844734293294676,
"hitRateLift1D": -0.10931060322218061,
"activationRate": 0.21904761904761905,
"activationCount": 69,
"baselineHitRates": {
"1": 0.5063694267515924,
"5": 0.5612903225806452,
"10": 0.5475409836065573
},
"sampleConfidence": 0.9845410628019324,
"shadowSharpeLike": 0.12078933675879394,
"avgForwardReturns": {
"1": 0.0006003257786665067,
"5": 0.006935060142759807,
"10": 0.01893735095434893
},
"shadowMaxDrawdown": -0.23077000333736852,
"shadowTotalReturn": 0.006891688466427404,
"avgForwardReturn1D": 0.0006003257786665067,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-09-30",
"2025-10-03",
"2025-10-06",
"2025-10-07",
"2025-10-08",
"2025-10-09",
"2025-10-10",
"2025-10-13",
"2025-10-14",
"2025-10-15"
],
"horizonObservationCounts": {
"1": 68,
"5": 64,
"10": 59
},
"baselineAvgForwardReturns": {
"1": 0.002445060071961183,
"5": 0.012057520778248234,
"10": 0.022978550909327246
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
"fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
"rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
"activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
"confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
"comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
"fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
"forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
"profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
"parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
},
"lookbackSummary": [
{
"bestTopN": 3,
"comboQuality": 0.9948472127765124,
"fitnessScore": 1.507871306602993,
"lookbackDays": 14,
"returnLift1D": 0.004069718873727621,
"activationRate": 0.39204545454545453,
"activationCount": 138,
"sampleConfidence": 0.9980676328502416,
"shadowTotalReturn": 1.1012119790549266,
"avgForwardReturn1D": 0.005991408240929283
},
{
"bestTopN": 2,
"comboQuality": 0.8756237643610532,
"fitnessScore": 0.7793575826593977,
"lookbackDays": 21,
"returnLift1D": 0.002621112799913809,
"activationRate": 0.31563421828908556,
"activationCount": 107,
"sampleConfidence": 0.9919003115264798,
"shadowTotalReturn": 0.4887333221814114,
"avgForwardReturn1D": 0.004214211805818793
},
{
"bestTopN": 5,
"comboQuality": 0.6396071312968863,
"fitnessScore": 0.4762050662733071,
"lookbackDays": 30,
"returnLift1D": 0.00031390723174226447,
"activationRate": 0.46060606060606063,
"activationCount": 152,
"sampleConfidence": 0.992982456140351,
"shadowTotalReturn": 0.28816525489165534,
"avgForwardReturn1D": 0.002070172951768796
},
{
"bestTopN": 5,
"comboQuality": 0.6095425881650256,
"fitnessScore": 0.44798578189127414,
"lookbackDays": 45,
"returnLift1D": 0.00001785758926530585,
"activationRate": 0.41904761904761906,
"activationCount": 132,
"sampleConfidence": 0.991919191919192,
"shadowTotalReturn": 0.30987810585766873,
"avgForwardReturn1D": 0.0024629176612264887
},
{
"bestTopN": 5,
"comboQuality": 0.6042214043810679,
"fitnessScore": 0.44307886310477257,
"lookbackDays": 63,
"returnLift1D": 0.0007565552985753241,
"activationRate": 0.37037037037037035,
"activationCount": 110,
"sampleConfidence": 0.9903030303030304,
"shadowTotalReturn": 0.28635465261492166,
"avgForwardReturn1D": 0.002834917383518756
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"universeIdentity": {
"hash": "bc8b126a4208691d16e7aa32636cde9bc3c78069fc3ef8d0ae1eb5610f6fe064",
"size": 13,
"members": [
"ALKS",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}Force Fitness
{
"config": {
"weights": [
0.4,
0.3,
0.2,
0.1
],
"universe": [
"XLK",
"XLF",
"XLV",
"XLY",
"XLI",
"XLP",
"XLE",
"XLB",
"XLU",
"XLRE",
"XLC",
"SMH",
"ALKS"
],
"lookbacks": [
14,
21,
30,
45,
63
],
"forwardDays": [
1,
5,
10
],
"portfolioSizes": [
2,
3,
4,
5
],
"safetyNetEquity": "VOO"
},
"ticker": "ALKS",
"fitScope": "universe_conditioned",
"algorithm": "force",
"bestCombo": {
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.5126582278481012
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9929912072408176,
"eligibleDays": 375,
"fitnessScore": 1.4397823947995323,
"lookbackDays": 14,
"returnLift1D": 0.0033331603638542123,
"hitRateLift1D": 0.00933333333333336,
"portfolioSize": 3,
"activationRate": 0.4266666666666667,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5390835579514824,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9991666666666668,
"shadowSharpeLike": 1.7702888092541904,
"avgForwardReturns": {
"1": 0.005000875925507013,
"5": 0.018283756292468468,
"10": 0.027861730461759514
},
"shadowMaxDrawdown": -0.14151198650944374,
"shadowTotalReturn": 1.0537817536461502,
"avgForwardReturn1D": 0.005000875925507013,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.001667715561652801,
"5": 0.008569268059549514,
"10": 0.01758407794209567
}
},
"dateRange": {
"end": "2026-07-25",
"start": "2025-01-01"
},
"scoreMode": "blended",
"calibration": {
"bestComboQuality": 0.9929912072408176,
"comboQualityScale": 0.22,
"comboQualityCenter": 0.35,
"medianComboQuality": 0.3917897233684282,
"bestRawFitnessScore": 1.4397823947995323,
"upperQuartileComboQuality": 0.9279982612427883
},
"algorithmFit": {
"label": "good",
"score": 0.6906798039962685,
"rawScore": 0.7125774158538398,
"confidence": 0.9385396972444525,
"bestProfile": {
"lookbackDays": 14,
"portfolioSize": 3
},
"profileBreadth": 0.4009851941134242,
"recommendedRegion": {
"lookbackDays": [
14,
21
],
"portfolioSizes": [
2,
3,
4,
5
]
},
"parameterStability": 0.8745664005482436,
"confidenceAdjustment": "conservative_penalty"
},
"rankedCombos": [
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.5,
"5": 0.625,
"10": 0.5126582278481012
},
"hitRate1D": 0.5,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.9929912072408176,
"eligibleDays": 375,
"fitnessScore": 1.4397823947995323,
"lookbackDays": 14,
"returnLift1D": 0.0033331603638542123,
"hitRateLift1D": 0.00933333333333336,
"portfolioSize": 3,
"activationRate": 0.4266666666666667,
"activationCount": 160,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5390835579514824,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9991666666666668,
"shadowSharpeLike": 1.7702888092541904,
"avgForwardReturns": {
"1": 0.005000875925507013,
"5": 0.018283756292468468,
"10": 0.027861730461759514
},
"shadowMaxDrawdown": -0.14151198650944374,
"shadowTotalReturn": 1.0537817536461502,
"avgForwardReturn1D": 0.005000875925507013,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 160,
"5": 160,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.001667715561652801,
"5": 0.008569268059549514,
"10": 0.01758407794209567
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.48823529411764705,
"5": 0.6272189349112426,
"10": 0.5089820359281437
},
"hitRate1D": 0.48823529411764705,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9837972612146412,
"eligibleDays": 375,
"fitnessScore": 1.2533727013738434,
"lookbackDays": 14,
"returnLift1D": 0.0026054842232166846,
"hitRateLift1D": -0.0024313725490195948,
"portfolioSize": 4,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5390835579514824,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9984313725490197,
"shadowSharpeLike": 1.5796221156727173,
"avgForwardReturns": {
"1": 0.0042731997848694855,
"5": 0.018717915365468043,
"10": 0.028295158817433882
},
"shadowMaxDrawdown": -0.14151198650944397,
"shadowTotalReturn": 0.901165034496588,
"avgForwardReturn1D": 0.0042731997848694855,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 170,
"5": 169,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.001667715561652801,
"5": 0.008569268059549514,
"10": 0.01758407794209567
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.48823529411764705,
"5": 0.6272189349112426,
"10": 0.5089820359281437
},
"hitRate1D": 0.48823529411764705,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.9837972612146412,
"eligibleDays": 375,
"fitnessScore": 1.2533727013738434,
"lookbackDays": 14,
"returnLift1D": 0.0026054842232166846,
"hitRateLift1D": -0.0024313725490195948,
"portfolioSize": 5,
"activationRate": 0.4533333333333333,
"activationCount": 170,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5390835579514824,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9984313725490197,
"shadowSharpeLike": 1.5796221156727173,
"avgForwardReturns": {
"1": 0.0042731997848694855,
"5": 0.018717915365468043,
"10": 0.028295158817433882
},
"shadowMaxDrawdown": -0.14151198650944397,
"shadowTotalReturn": 0.901165034496588,
"avgForwardReturn1D": 0.0042731997848694855,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 170,
"5": 169,
"10": 167
},
"baselineAvgForwardReturns": {
"1": 0.001667715561652801,
"5": 0.008569268059549514,
"10": 0.01758407794209567
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.5037037037037037,
"5": 0.5725190839694656,
"10": 0.42857142857142855
},
"hitRate1D": 0.5037037037037037,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.9416877595635587,
"eligibleDays": 368,
"fitnessScore": 0.9620095799072574,
"lookbackDays": 21,
"returnLift1D": 0.002355725082179963,
"hitRateLift1D": 0.011855877616747112,
"portfolioSize": 2,
"activationRate": 0.36684782608695654,
"activationCount": 135,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5384615384615384,
"10": 0.5153203342618384
},
"sampleConfidence": 0.9935802469135803,
"shadowSharpeLike": 1.4023630303067995,
"avgForwardReturns": {
"1": 0.004139248154965718,
"5": 0.012167816767617079,
"10": 0.01608059646419719
},
"shadowMaxDrawdown": -0.09998953073998895,
"shadowTotalReturn": 0.6461865727999738,
"avgForwardReturn1D": 0.004139248154965718,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 135,
"5": 131,
"10": 126
},
"baselineAvgForwardReturns": {
"1": 0.0017835230727857555,
"5": 0.008801233015325372,
"10": 0.016973493443221896
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.484472049689441,
"5": 0.5796178343949044,
"10": 0.48026315789473684
},
"hitRate1D": 0.484472049689441,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.939357993910936,
"eligibleDays": 368,
"fitnessScore": 0.9528459434781702,
"lookbackDays": 21,
"returnLift1D": 0.0018873713892404137,
"hitRateLift1D": -0.007375776397515521,
"portfolioSize": 3,
"activationRate": 0.4375,
"activationCount": 161,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5384615384615384,
"10": 0.5153203342618384
},
"sampleConfidence": 0.994616977225673,
"shadowSharpeLike": 1.3417282405414415,
"avgForwardReturns": {
"1": 0.003670894462026169,
"5": 0.013873076062461975,
"10": 0.02305423795892553
},
"shadowMaxDrawdown": -0.19396937062228436,
"shadowTotalReturn": 0.6750286290036531,
"avgForwardReturn1D": 0.003670894462026169,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 161,
"5": 157,
"10": 152
},
"baselineAvgForwardReturns": {
"1": 0.0017835230727857555,
"5": 0.008801233015325372,
"10": 0.016973493443221896
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.48502994011976047,
"5": 0.5766871165644172,
"10": 0.47468354430379744
},
"hitRate1D": 0.48502994011976047,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.924211683686739,
"eligibleDays": 368,
"fitnessScore": 0.9002193395340866,
"lookbackDays": 21,
"returnLift1D": 0.0016125195895886036,
"hitRateLift1D": -0.006817885967196069,
"portfolioSize": 4,
"activationRate": 0.453804347826087,
"activationCount": 167,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5384615384615384,
"10": 0.5153203342618384
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 1.2785302109912198,
"avgForwardReturns": {
"1": 0.003396042662374359,
"5": 0.013256964024449213,
"10": 0.022845518593933172
},
"shadowMaxDrawdown": -0.22098202547457624,
"shadowTotalReturn": 0.6343024411576588,
"avgForwardReturn1D": 0.003396042662374359,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0017835230727857555,
"5": 0.008801233015325372,
"10": 0.016973493443221896
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.48502994011976047,
"5": 0.5766871165644172,
"10": 0.47468354430379744
},
"hitRate1D": 0.48502994011976047,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.924211683686739,
"eligibleDays": 368,
"fitnessScore": 0.9002193395340866,
"lookbackDays": 21,
"returnLift1D": 0.0016125195895886036,
"hitRateLift1D": -0.006817885967196069,
"portfolioSize": 5,
"activationRate": 0.453804347826087,
"activationCount": 167,
"baselineHitRates": {
"1": 0.49184782608695654,
"5": 0.5384615384615384,
"10": 0.5153203342618384
},
"sampleConfidence": 0.994810379241517,
"shadowSharpeLike": 1.2785302109912198,
"avgForwardReturns": {
"1": 0.003396042662374359,
"5": 0.013256964024449213,
"10": 0.022845518593933172
},
"shadowMaxDrawdown": -0.22098202547457624,
"shadowTotalReturn": 0.6343024411576588,
"avgForwardReturn1D": 0.003396042662374359,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-04",
"2025-02-05",
"2025-02-06",
"2025-02-07",
"2025-02-10",
"2025-02-11",
"2025-02-12",
"2025-02-13",
"2025-02-14",
"2025-02-18"
],
"horizonObservationCounts": {
"1": 167,
"5": 163,
"10": 158
},
"baselineAvgForwardReturns": {
"1": 0.0017835230727857555,
"5": 0.008801233015325372,
"10": 0.016973493443221896
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.47101449275362317,
"5": 0.6014492753623188,
"10": 0.5
},
"hitRate1D": 0.47101449275362317,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.8583703549464545,
"eligibleDays": 375,
"fitnessScore": 0.7464004304492965,
"lookbackDays": 14,
"returnLift1D": 0.0019062090808521102,
"hitRateLift1D": -0.01965217391304347,
"portfolioSize": 2,
"activationRate": 0.368,
"activationCount": 138,
"baselineHitRates": {
"1": 0.49066666666666664,
"5": 0.5390835579514824,
"10": 0.5191256830601093
},
"sampleConfidence": 0.9990338164251208,
"shadowSharpeLike": 1.1355573415449032,
"avgForwardReturns": {
"1": 0.0035739246425049113,
"5": 0.01340671520322919,
"10": 0.024195376892621637
},
"shadowMaxDrawdown": -0.14464376070662888,
"shadowTotalReturn": 0.517907524174996,
"avgForwardReturn1D": 0.0035739246425049113,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-01-24",
"2025-01-27",
"2025-01-28",
"2025-01-29",
"2025-01-30",
"2025-01-31",
"2025-02-03",
"2025-02-04",
"2025-02-05",
"2025-02-06"
],
"horizonObservationCounts": {
"1": 138,
"5": 138,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.001667715561652801,
"5": 0.008569268059549514,
"10": 0.01758407794209567
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.44970414201183434,
"5": 0.5333333333333333,
"10": 0.425
},
"hitRate1D": 0.44970414201183434,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4739398108850108,
"eligibleDays": 359,
"fitnessScore": 0.3270462336062946,
"lookbackDays": 30,
"returnLift1D": 0.00003296844624907629,
"hitRateLift1D": -0.037761039046661504,
"portfolioSize": 4,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5295774647887324,
"10": 0.5057142857142857
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": 0.6044071274650454,
"avgForwardReturns": {
"1": 0.0014195866853615512,
"5": 0.0062518065170601616,
"10": 0.009047274060041549
},
"shadowMaxDrawdown": -0.2414365018929714,
"shadowTotalReturn": 0.19627624343593464,
"avgForwardReturn1D": 0.0014195866853615512,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 169,
"5": 165,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0013866182391124749,
"5": 0.007062890425180347,
"10": 0.01493112020063015
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.44970414201183434,
"5": 0.5333333333333333,
"10": 0.425
},
"hitRate1D": 0.44970414201183434,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.4739398108850108,
"eligibleDays": 359,
"fitnessScore": 0.3270462336062946,
"lookbackDays": 30,
"returnLift1D": 0.00003296844624907629,
"hitRateLift1D": -0.037761039046661504,
"portfolioSize": 5,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5295774647887324,
"10": 0.5057142857142857
},
"sampleConfidence": 0.9948717948717949,
"shadowSharpeLike": 0.6044071274650454,
"avgForwardReturns": {
"1": 0.0014195866853615512,
"5": 0.0062518065170601616,
"10": 0.009047274060041549
},
"shadowMaxDrawdown": -0.2414365018929714,
"shadowTotalReturn": 0.19627624343593464,
"avgForwardReturn1D": 0.0014195866853615512,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 169,
"5": 165,
"10": 160
},
"baselineAvgForwardReturns": {
"1": 0.0013866182391124749,
"5": 0.007062890425180347,
"10": 0.01493112020063015
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.4375,
"5": 0.5448717948717948,
"10": 0.41721854304635764
},
"hitRate1D": 0.4375,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.3096396358518456,
"eligibleDays": 359,
"fitnessScore": 0.1736029941951621,
"lookbackDays": 30,
"returnLift1D": -0.0003352381457699047,
"hitRateLift1D": -0.049965181058495844,
"portfolioSize": 3,
"activationRate": 0.4456824512534819,
"activationCount": 160,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5295774647887324,
"10": 0.5057142857142857
},
"sampleConfidence": 0.9945833333333334,
"shadowSharpeLike": 0.42007740126551707,
"avgForwardReturns": {
"1": 0.0010513800933425702,
"5": 0.006832681443605894,
"10": 0.008405076019489938
},
"shadowMaxDrawdown": -0.29340533594505436,
"shadowTotalReturn": 0.11431991185563639,
"avgForwardReturn1D": 0.0010513800933425702,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 160,
"5": 156,
"10": 151
},
"baselineAvgForwardReturns": {
"1": 0.0013866182391124749,
"5": 0.007062890425180347,
"10": 0.01493112020063015
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.42758620689655175,
"5": 0.5531914893617021,
"10": 0.45588235294117646
},
"hitRate1D": 0.42758620689655175,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2030159848726799,
"eligibleDays": 344,
"fitnessScore": 0.049139021311349944,
"lookbackDays": 45,
"returnLift1D": -0.0007566765871861825,
"hitRateLift1D": -0.06659983961507615,
"portfolioSize": 4,
"activationRate": 0.42151162790697677,
"activationCount": 145,
"baselineHitRates": {
"1": 0.4941860465116279,
"5": 0.538235294117647,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9940229885057472,
"shadowSharpeLike": 0.27223788584625486,
"avgForwardReturns": {
"1": 0.0007384386865769553,
"5": 0.00479053766704971,
"10": 0.00589780374599869
},
"shadowMaxDrawdown": -0.3385013760106632,
"shadowTotalReturn": 0.05192379092197785,
"avgForwardReturn1D": 0.0007384386865769553,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 145,
"5": 141,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0014951152737631378,
"5": 0.008023221244411672,
"10": 0.016437131418280217
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.42758620689655175,
"5": 0.5531914893617021,
"10": 0.45588235294117646
},
"hitRate1D": 0.42758620689655175,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.2030159848726799,
"eligibleDays": 344,
"fitnessScore": 0.049139021311349944,
"lookbackDays": 45,
"returnLift1D": -0.0007566765871861825,
"hitRateLift1D": -0.06659983961507615,
"portfolioSize": 5,
"activationRate": 0.42151162790697677,
"activationCount": 145,
"baselineHitRates": {
"1": 0.4941860465116279,
"5": 0.538235294117647,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9940229885057472,
"shadowSharpeLike": 0.27223788584625486,
"avgForwardReturns": {
"1": 0.0007384386865769553,
"5": 0.00479053766704971,
"10": 0.00589780374599869
},
"shadowMaxDrawdown": -0.3385013760106632,
"shadowTotalReturn": 0.05192379092197785,
"avgForwardReturn1D": 0.0007384386865769553,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 145,
"5": 141,
"10": 136
},
"baselineAvgForwardReturns": {
"1": 0.0014951152737631378,
"5": 0.008023221244411672,
"10": 0.016437131418280217
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.4453125,
"5": 0.5241935483870968,
"10": 0.35294117647058826
},
"hitRate1D": 0.4453125,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.2000000800552128,
"eligibleDays": 359,
"fitnessScore": 0.045015350629525164,
"lookbackDays": 30,
"returnLift1D": -0.0008909286898772719,
"hitRateLift1D": -0.042152681058495844,
"portfolioSize": 2,
"activationRate": 0.3565459610027855,
"activationCount": 128,
"baselineHitRates": {
"1": 0.48746518105849584,
"5": 0.5295774647887324,
"10": 0.5057142857142857
},
"sampleConfidence": 0.9932291666666667,
"shadowSharpeLike": 0.16358857024974044,
"avgForwardReturns": {
"1": 0.000495689549235203,
"5": 0.0010234575459311202,
"10": -0.0033947957073836503
},
"shadowMaxDrawdown": -0.21350908037092742,
"shadowTotalReturn": 0.01605633502051451,
"avgForwardReturn1D": 0.000495689549235203,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-02-18",
"2025-02-19",
"2025-02-20",
"2025-02-21",
"2025-02-24",
"2025-02-25",
"2025-02-26",
"2025-02-27",
"2025-02-28",
"2025-03-03"
],
"horizonObservationCounts": {
"1": 128,
"5": 124,
"10": 119
},
"baselineAvgForwardReturns": {
"1": 0.0013866182391124749,
"5": 0.007062890425180347,
"10": 0.01493112020063015
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.4393939393939394,
"5": 0.5546875,
"10": 0.45528455284552843
},
"hitRate1D": 0.4393939393939394,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.19294040337116242,
"eligibleDays": 344,
"fitnessScore": 0.03517644375521105,
"lookbackDays": 45,
"returnLift1D": -0.000724095041146883,
"hitRateLift1D": -0.054792107117688504,
"portfolioSize": 3,
"activationRate": 0.38372093023255816,
"activationCount": 132,
"baselineHitRates": {
"1": 0.4941860465116279,
"5": 0.538235294117647,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9934343434343434,
"shadowSharpeLike": 0.2579679808259514,
"avgForwardReturns": {
"1": 0.0007710202326162548,
"5": 0.004727974867242249,
"10": 0.00936560788385286
},
"shadowMaxDrawdown": -0.3495162606050264,
"shadowTotalReturn": 0.04655520553830361,
"avgForwardReturn1D": 0.0007710202326162548,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 132,
"5": 128,
"10": 123
},
"baselineAvgForwardReturns": {
"1": 0.0014951152737631378,
"5": 0.008023221244411672,
"10": 0.016437131418280217
}
},
{
"topN": 4,
"ticker": "ALKS",
"hitRates": {
"1": 0.44144144144144143,
"5": 0.5233644859813084,
"10": 0.49019607843137253
},
"hitRate1D": 0.44144144144144143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1514414218493295,
"eligibleDays": 326,
"fitnessScore": -0.0291348492522323,
"lookbackDays": 63,
"returnLift1D": -0.0011914123221928308,
"hitRateLift1D": -0.06162604322113524,
"portfolioSize": 4,
"activationRate": 0.34049079754601225,
"activationCount": 111,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5527950310559007,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9921921921921922,
"shadowSharpeLike": 0.17602389062271281,
"avgForwardReturns": {
"1": 0.0007082306816420855,
"5": 0.009001138428613586,
"10": 0.02332850241339332
},
"shadowMaxDrawdown": -0.35359917136797836,
"shadowTotalReturn": 0.013794567891409537,
"avgForwardReturn1D": 0.0007082306816420855,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-10-13",
"2025-10-14",
"2025-10-15"
],
"horizonObservationCounts": {
"1": 111,
"5": 107,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.0018996430038349162,
"5": 0.010554798891864697,
"10": 0.02278123873438526
}
},
{
"topN": 5,
"ticker": "ALKS",
"hitRates": {
"1": 0.44144144144144143,
"5": 0.5233644859813084,
"10": 0.49019607843137253
},
"hitRate1D": 0.44144144144144143,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004,
0.10000000000000002
],
"comboQuality": 0.1514414218493295,
"eligibleDays": 326,
"fitnessScore": -0.0291348492522323,
"lookbackDays": 63,
"returnLift1D": -0.0011914123221928308,
"hitRateLift1D": -0.06162604322113524,
"portfolioSize": 5,
"activationRate": 0.34049079754601225,
"activationCount": 111,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5527950310559007,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9921921921921922,
"shadowSharpeLike": 0.17602389062271281,
"avgForwardReturns": {
"1": 0.0007082306816420855,
"5": 0.009001138428613586,
"10": 0.02332850241339332
},
"shadowMaxDrawdown": -0.35359917136797836,
"shadowTotalReturn": 0.013794567891409537,
"avgForwardReturn1D": 0.0007082306816420855,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-05-02",
"2025-05-05",
"2025-05-06",
"2025-10-13",
"2025-10-14",
"2025-10-15"
],
"horizonObservationCounts": {
"1": 111,
"5": 107,
"10": 102
},
"baselineAvgForwardReturns": {
"1": 0.0018996430038349162,
"5": 0.010554798891864697,
"10": 0.02278123873438526
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.46153846153846156,
"5": 0.5409836065573771,
"10": 0.4642857142857143
},
"hitRate1D": 0.46153846153846156,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.08628384950442788,
"eligibleDays": 326,
"fitnessScore": -0.16917305634352753,
"lookbackDays": 63,
"returnLift1D": -0.0025385755754840167,
"hitRateLift1D": -0.041529023124115105,
"portfolioSize": 2,
"activationRate": 0.19938650306748465,
"activationCount": 65,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5527950310559007,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9866666666666667,
"shadowSharpeLike": -0.19921288918314847,
"avgForwardReturns": {
"1": -0.0006389325716491005,
"5": 0.004331380040109172,
"10": 0.018108826670380846
},
"shadowMaxDrawdown": -0.25761995364735335,
"shadowTotalReturn": -0.07364260883932316,
"avgForwardReturn1D": -0.0006389325716491005,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-05-05",
"2025-10-17",
"2025-10-20",
"2025-10-21",
"2025-10-22",
"2025-10-23"
],
"horizonObservationCounts": {
"1": 65,
"5": 61,
"10": 56
},
"baselineAvgForwardReturns": {
"1": 0.0018996430038349162,
"5": 0.010554798891864697,
"10": 0.02278123873438526
}
},
{
"topN": 3,
"ticker": "ALKS",
"hitRates": {
"1": 0.44565217391304346,
"5": 0.5454545454545454,
"10": 0.4939759036144578
},
"hitRate1D": 0.44565217391304346,
"rankWeights": [
0.4000000000000001,
0.30000000000000004,
0.20000000000000004
],
"comboQuality": 0.08330222643038258,
"eligibleDays": 326,
"fitnessScore": -0.1776265631006933,
"lookbackDays": 63,
"returnLift1D": -0.0022082727568291786,
"hitRateLift1D": -0.05741531074953321,
"portfolioSize": 3,
"activationRate": 0.2822085889570552,
"activationCount": 92,
"baselineHitRates": {
"1": 0.5030674846625767,
"5": 0.5527950310559007,
"10": 0.5488958990536278
},
"sampleConfidence": 0.9905797101449276,
"shadowSharpeLike": -0.1336167786827716,
"avgForwardReturns": {
"1": -0.00030862975299426226,
"5": 0.00976697004409577,
"10": 0.028371359363546754
},
"shadowMaxDrawdown": -0.3551002485295127,
"shadowTotalReturn": -0.07172985514030572,
"avgForwardReturn1D": -0.00030862975299426226,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-04-04",
"2025-04-07",
"2025-04-08",
"2025-04-10",
"2025-05-05",
"2025-10-13",
"2025-10-15",
"2025-10-16",
"2025-10-17",
"2025-10-20"
],
"horizonObservationCounts": {
"1": 92,
"5": 88,
"10": 83
},
"baselineAvgForwardReturns": {
"1": 0.0018996430038349162,
"5": 0.010554798891864697,
"10": 0.02278123873438526
}
},
{
"topN": 2,
"ticker": "ALKS",
"hitRates": {
"1": 0.38095238095238093,
"5": 0.5,
"10": 0.3466666666666667
},
"hitRate1D": 0.38095238095238093,
"rankWeights": [
0.4000000000000001,
0.30000000000000004
],
"comboQuality": 0.06332144578346777,
"eligibleDays": 344,
"fitnessScore": -0.24270554138277298,
"lookbackDays": 45,
"returnLift1D": -0.001941652852434925,
"hitRateLift1D": -0.11323366555924697,
"portfolioSize": 2,
"activationRate": 0.2441860465116279,
"activationCount": 84,
"baselineHitRates": {
"1": 0.4941860465116279,
"5": 0.538235294117647,
"10": 0.5223880597014925
},
"sampleConfidence": 0.9896825396825397,
"shadowSharpeLike": -0.21150596227034893,
"avgForwardReturns": {
"1": -0.00044653757867178724,
"5": 0.0003015021586756289,
"10": -0.003865167452385179
},
"shadowMaxDrawdown": -0.2455792579730557,
"shadowTotalReturn": -0.0714821336345619,
"avgForwardReturn1D": -0.00044653757867178724,
"riskOffActivations": 0,
"activationDatesSample": [
"2025-03-11",
"2025-03-12",
"2025-03-13",
"2025-03-14",
"2025-03-17",
"2025-03-18",
"2025-03-19",
"2025-03-20",
"2025-03-21",
"2025-03-24"
],
"horizonObservationCounts": {
"1": 84,
"5": 80,
"10": 75
},
"baselineAvgForwardReturns": {
"1": 0.0014951152737631378,
"5": 0.008023221244411672,
"10": 0.016437131418280217
}
}
],
"interpretation": {
"scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
"backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
"fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
"rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
"algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
"confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
},
"lookbackSummary": [
{
"comboQuality": 0.9929912072408176,
"fitnessScore": 1.4397823947995323,
"lookbackDays": 14,
"returnLift1D": 0.0033331603638542123,
"activationRate": 0.4266666666666667,
"activationCount": 160,
"sampleConfidence": 0.9991666666666668,
"bestPortfolioSize": 3,
"shadowTotalReturn": 1.0537817536461502,
"avgForwardReturn1D": 0.005000875925507013
},
{
"comboQuality": 0.9416877595635587,
"fitnessScore": 0.9620095799072574,
"lookbackDays": 21,
"returnLift1D": 0.002355725082179963,
"activationRate": 0.36684782608695654,
"activationCount": 135,
"sampleConfidence": 0.9935802469135803,
"bestPortfolioSize": 2,
"shadowTotalReturn": 0.6461865727999738,
"avgForwardReturn1D": 0.004139248154965718
},
{
"comboQuality": 0.4739398108850108,
"fitnessScore": 0.3270462336062946,
"lookbackDays": 30,
"returnLift1D": 0.00003296844624907629,
"activationRate": 0.47075208913649025,
"activationCount": 169,
"sampleConfidence": 0.9948717948717949,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.19627624343593464,
"avgForwardReturn1D": 0.0014195866853615512
},
{
"comboQuality": 0.2030159848726799,
"fitnessScore": 0.049139021311349944,
"lookbackDays": 45,
"returnLift1D": -0.0007566765871861825,
"activationRate": 0.42151162790697677,
"activationCount": 145,
"sampleConfidence": 0.9940229885057472,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.05192379092197785,
"avgForwardReturn1D": 0.0007384386865769553
},
{
"comboQuality": 0.1514414218493295,
"fitnessScore": -0.0291348492522323,
"lookbackDays": 63,
"returnLift1D": -0.0011914123221928308,
"activationRate": 0.34049079754601225,
"activationCount": 111,
"sampleConfidence": 0.9921921921921922,
"bestPortfolioSize": 4,
"shadowTotalReturn": 0.013794567891409537,
"avgForwardReturn1D": 0.0007082306816420855
}
],
"strategyOptions": {
"shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
"blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
"coverage": "Rewards stocks that activate often without giving up too much quality.",
"precision": "Prioritizes hit rate and average return after activation."
},
"backendAlgorithm": "alpha1",
"universeIdentity": {
"hash": "bc8b126a4208691d16e7aa32636cde9bc3c78069fc3ef8d0ae1eb5610f6fe064",
"size": 13,
"members": [
"ALKS",
"SMH",
"XLB",
"XLC",
"XLE",
"XLF",
"XLI",
"XLK",
"XLP",
"XLRE",
"XLU",
"XLV",
"XLY"
],
"version": 1
},
"scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
TM